You can make your Logon Scripts run synchronously or asynchronously. This can be done with a local system setting on the workstation. With REGEDIT you can modify the following value:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\
System

RunLogonScriptSync

Set the value (0 = default, 1 = synchronously)

If you make your login script wait, Windows Explorer does not start until the logon scripts have finished running. This setting ensures that logon script processing is complete before the user starts working, but it can delay the appearance of the desktop.